-10.6%
BITO vs RL
+213.5%
-224.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -3.4% | -3.4% | 0.0% | -2.1% |
| 30D | +21.4% | -14.4% | +35.9% | +29.1% |
| 3M | +20.5% | -13.6% | +34.1% | +27.2% |
| 6M | +7.4% | +0.6% | +6.8% | +5.0% |
| YTD | -13.9% | -3.6% | -10.3% | -14.2% |
| 1Y | -35.1% | +8.3% | -43.4% | -38.9% |
| 3Y | +156.8% | +204.8% | -48.0% | +40.1% |
| All | -10.6% | +213.5% | -224.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling